HomePortfoliosWorld Custom
Optimize
None Rebalancing
EUR
Moderate Risk
8.2yr backtest

Performance Summary

Total Return+152.74%
Annualized Return+11.99%
Volatility+15.31%
Sharpe Ratio0.65
Max Drawdown+32.97%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity ETF portfolio covering the US, Europe, Emerging Markets, and Japan for broad market growth.
AssetTypeAllocationTER
SXR4.XETRA
iShares MSCI USA UCITS ETF (Acc)IE00B52SFT06
ETF
40.0%0.03%
CEU2.PA
Amundi Core MSCI Europe UCITS ETF AccLU1437015735
ETF
30.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
20.0%0.18%
LCUJ.XETRA
Amundi Core MSCI Japan UCITS ETF AccLU1781541252
ETF
10.0%0.12%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,273.95
Histogram of Monthly Returns
The portfolio had a positive return during 66 of the 99 months (67%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -11.4% • Best year: 2019 (+28.4%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+2.3%-6.1%+8.5%+5.8%-------+12.1%
2025+4.4%-1.4%-6.7%-3.5%+5.8%+0.8%+4.0%-0.1%+2.8%+4.4%-0.5%+0.8%+10.7%
2024+2.7%+3.6%+3.6%-1.5%+1.3%+4.1%+0.3%-0.3%+1.4%+0.2%+5.5%-0.8%+21.9%
2023+5.3%+0.2%+0.3%+0.2%+1.8%+3.5%+2.6%-1.3%-1.4%-3.5%+5.9%+3.6%+18.2%
2022-4.5%-2.3%+3.0%-2.0%-2.9%-6.2%+8.8%-1.8%-6.3%+3.5%+2.5%-5.2%-13.6%
2021+1.1%+2.6%+5.5%+1.3%+0.1%+4.2%+0.6%+2.7%-1.7%+4.0%+0.0%+3.8%+26.9%
2020-0.8%-8.2%-11.4%+8.7%+2.1%+2.6%-0.1%+4.8%-0.5%-2.3%+9.7%+2.2%+4.9%
2019+7.8%+3.0%+2.5%+3.3%-5.1%+3.9%+2.6%-1.9%+3.4%+0.4%+3.7%+2.1%+28.4%
2018---0.7%+3.4%+2.5%-1.0%+2.5%+0.7%+0.4%-5.7%+1.5%-7.4%-4.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.97% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.6%.

Detailed Metrics

Returns
Total Return
+152.74%
Annualized Return
+11.99%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+15.31%
Max Drawdown
+32.97%
Positive Months
67%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
6.69
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,273.95
Backtest Period
2018-03-22 to 2026-05-29
8.2 years
Rebalancing
none
Base Currency
EUR
World Custom | +12.0% CAGR | ETF Backtest